ECBOT 5 Year T-Note Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
122-250 |
122-187 |
-0-063 |
-0.2% |
122-262 |
| High |
122-260 |
122-207 |
-0-053 |
-0.1% |
122-312 |
| Low |
122-150 |
122-087 |
-0-063 |
-0.2% |
122-067 |
| Close |
122-167 |
122-097 |
-0-070 |
-0.2% |
122-155 |
| Range |
0-110 |
0-120 |
0-010 |
9.1% |
0-245 |
| ATR |
0-137 |
0-136 |
-0-001 |
-0.9% |
0-000 |
| Volume |
490,658 |
470,113 |
-20,545 |
-4.2% |
2,581,087 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-170 |
123-094 |
122-163 |
|
| R3 |
123-050 |
122-294 |
122-130 |
|
| R2 |
122-250 |
122-250 |
122-119 |
|
| R1 |
122-174 |
122-174 |
122-108 |
122-152 |
| PP |
122-130 |
122-130 |
122-130 |
122-120 |
| S1 |
122-054 |
122-054 |
122-086 |
122-032 |
| S2 |
122-010 |
122-010 |
122-075 |
|
| S3 |
121-210 |
121-254 |
122-064 |
|
| S4 |
121-090 |
121-134 |
122-031 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-273 |
124-139 |
122-290 |
|
| R3 |
124-028 |
123-214 |
122-222 |
|
| R2 |
123-103 |
123-103 |
122-200 |
|
| R1 |
122-289 |
122-289 |
122-177 |
122-234 |
| PP |
122-178 |
122-178 |
122-178 |
122-150 |
| S1 |
122-044 |
122-044 |
122-133 |
121-308 |
| S2 |
121-253 |
121-253 |
122-110 |
|
| S3 |
121-008 |
121-119 |
122-088 |
|
| S4 |
120-083 |
120-194 |
122-020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-022 |
122-087 |
0-255 |
0.7% |
0-129 |
0.3% |
4% |
False |
True |
515,001 |
| 10 |
123-120 |
122-067 |
1-053 |
1.0% |
0-130 |
0.3% |
8% |
False |
False |
527,274 |
| 20 |
123-120 |
122-067 |
1-053 |
1.0% |
0-136 |
0.3% |
8% |
False |
False |
518,760 |
| 40 |
123-120 |
121-270 |
1-170 |
1.3% |
0-137 |
0.3% |
30% |
False |
False |
388,437 |
| 60 |
123-120 |
119-020 |
4-100 |
3.5% |
0-115 |
0.3% |
75% |
False |
False |
259,136 |
| 80 |
123-120 |
117-270 |
5-170 |
4.5% |
0-086 |
0.2% |
81% |
False |
False |
194,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-077 |
|
2.618 |
123-201 |
|
1.618 |
123-081 |
|
1.000 |
123-007 |
|
0.618 |
122-281 |
|
HIGH |
122-207 |
|
0.618 |
122-161 |
|
0.500 |
122-147 |
|
0.382 |
122-133 |
|
LOW |
122-087 |
|
0.618 |
122-013 |
|
1.000 |
121-287 |
|
1.618 |
121-213 |
|
2.618 |
121-093 |
|
4.250 |
120-217 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-147 |
122-214 |
| PP |
122-130 |
122-175 |
| S1 |
122-114 |
122-136 |
|